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Author:
Brumwell, J C H
Source:
Journal of the Institute of Actuaries [JIA] (1987) 114: 143-152

Notes on the Financial Times-Actuaries Equity Share Indices in 1986

NOTES ON THE FINANCIAL TIMES-ACTUARIES EQUITY SHARE INDICES IN 1986 BY J. C. H. BRUMWELL, M.A., F.I.A. 1. Classification of Stock Exchange Securities by Industry The original classifications were set out in the 1970 note in this series (J.I.A. 97, ... read more >>

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Author:
Leighton, M
Source:
Journal of the Institute of Actuaries [JIA] (1987) 114: 91-111

Mortality of impaired lives 1974-1983

In 1965, Clarke and Preston submitted a paper to the Institute (JIA 92) which gave the results for the period 1947–63 of the mortality experienced by impaired lives who were issued policies by their office. In 1978, Clarke presented a paper (JIA ... read more >>

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Author:
Johnson, T A
Source:
Journal of the Institute of Actuaries [JIA] (1987) 114: 153

Stock life insurance company profitability and workable competition, by S. Travis Pritchett and Ronald P. Wilder (Review)

J.I.A. 119, I, 153 NOTES ON THE TRANSACTIONS OF THE FACULTY OF ACTUARIES 42, 2 (No. 279) 1991 RANSON, R. H. & HEADDON, C. P. With Profits without Mystery. (Previously discussed at the Institute on 20 March 1989. See J.I.A. 116, 301.) LJESKOVAC, ... read more >>

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Author:
Bloomfield, D S F; Haberman, S
Source:
Journal of the Institute of Actuaries [JIA] (1987) 114: 339-369

Graduation: some experiments with kernel methods

GRADUATION: SOME EXPERIMENTS WITH KERNEL METHODS BY D. S. F. BLOOMFIELD, B.Sc. AND PROFESSOR S. HABERMAN, M.A., Ph.D., F.I.A. 1. INTRODUCTION 1.1 Graduation: methods and uses It may be useful to begin with some introductory comments on the nature ... read more >>

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Journal of the Institute of Actuaries [JIA] (1987) 114: 601-602

Articles, papers and publications of actuarial interest

ARTICLES, PAPERS AND PUBLICATIONS OF ACTUARIAL INTEREST OCCUPATIONAL PENSION SCHEMES 1983 Seventh Survey by the Government Actuary (HMSO 1986) This time the survey was based on a random sample of 9,000 employees who responded to the General ... read more >>

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Transactions of the Faculty of Actuaries [TFA] (1985-1987) 40: 441-443

Ross, John Muirhead (Obituary)

441 OBITUARY John Muirhead Ross, FFA, AIA, FRSE Past President of the Faculty of Actuaries John Boss died on 28th August 1986 just a few months before he would have attained age 90 and his passing was much mourned by his many friends. Inevitably an ... read more >>

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Author:
Roberts, L A
Source:
Journal of the Institute of Actuaries [JIA] (1987) 114: 591-599

Bias in q and m rate estimates

BIAS IN q AND m RATE ESTIMATES BY L. A. ROBERTS, M.Sc., A.I.A. (of the London School of Economics and Political Science). INTRODUCTION BIAS in estimates of the initial decremental rate q and the central decremental rate m is considered for several ... read more >>

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Author:
Leighton, M
Source:
Journal of the Institute of Actuaries [JIA] (1987) 114: 91-111

Mortality of impaired lives 1974-1983

In 1965, Clarke and Preston submitted a paper to the Institute (JIA 92) which gave the results for the period 1947–63 of the mortality experienced by impaired lives who were issued policies by their office. In 1978, Clarke presented a paper (JIA ... read more >>

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Author:
Wise, A J
Source:
Journal of the Institute of Actuaries [JIA] (1987) 114: 551-568

Matching and portfolio selection: Part 2

This paper is concerned with the selection of investment portfolios to meet specified criteria which involve the liabilities of a long term investing institution such as a pension fund or a life office. In Part 1 I showed a certain relationship between, on ... read more >>

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Transactions of the Faculty of Actuaries [TFA] (1985-1987) 40: 441-443

Ross, John Muirhead (Obituary)

MEMOIR FRANK MITCHELL REDINGTON FRANK MITCHELL REDINGTON was born on 10 May 1906 in Leeds, the son of a junior shop assistant. Shortly afterwards the family moved to Liverpool, and Frank attended the Dovedale Road Primary School (1912–18) and the ... read more >>

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Author:
Parsons, D. J.
Source:
Journal of the Institute of Actuaries Students' Society [JSS] (1987) 30: 141-161

Pension schemes and early retirement

PENSION SCHEMES AND EARLY RETIREMENT BY D. J. PARSONS (A paper presented to the Society on 5 November 1985) 1. INTRODUCTION AN actuary has two major responsibilities in respect of a fully functional pension scheme: (i) To perform (and report on) periodic ... read more >>

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Author:
Gardener, T. J. A.
Source:
Journal of the Institute of Actuaries Students' Society [JSS] (1987) 30: 163-179

Pension fund performance measurement - the way ahead?

PENSION FUND PERFORMANCE MEASUREMENT —THE WAY AHEAD? BY T. J. A. GARDENER (A paper presented to the Society on 2 April 1986) 1. INTRODUCTION 1.1 In the last ten years Staple Inn has played host to two major discussions on performance measurement. In ... read more >>

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Author:
McCutcheon, J J
Source:
Transactions of the Faculty of Actuaries [TFA] (1985-1987) 40: 135-147

Experiments in graduating the data for the English Life Tables (no. 14)

By courtesy of the Government Actuary, the preliminary data relating to the proposed English Life Tables (no.14) were made available to the author. In this paper we describe briefly the graduation of the underlying crude mortality rates by cubic splines ... read more >>

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Transactions of the Faculty of Actuaries [TFA] (1985-1987) 40: 252

Actuarial evidence (2nd ed), by Donald R. Anderson (Review)

252 Review ACTUARIAL EVIDENCE (Second Edition) by DONALD R. ANDERSON The second edition of Mr Anderson’s book covers virtually the same ground as that contained in the first edition published in 1983. The main area of innovation would appear to be ... read more >>

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Author:
Southall, S. M.; Punter, J. D.
Source:
Journal of the Institute of Actuaries Students' Society [JSS] (1987) 30: 1-66

A pension scheme wind-up: legitimate act or smash-and-grab?

A PENSION SCHEME WIND-UP: LEGITIMATE ACT OR SMASH-AND-GRAB? BY S. M. SOUTHALL & J. D. PUNTER (A paper presented to the Society on 3 December 1985) "Perfection is probably unattainable." Buckley J. (In re George Newnes Group Pension Fund) 1. ... read more >>

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Author:
Clark, P N S
Source:
Journal of the Institute of Actuaries [JIA] (1987) 114: 600

Life office seminar

LIFE OFFICE SEMINAR Two one-day seminars were held at Staple Inn on 10 June and 2 July 1987. The programme for each seminar was identical and the subject covered was “Life Office Valuations-UK With Profits”. The Chairman on both occasions was Stewart ... read more >>

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Author:
May, W. P.; Newbury, K. J.
Source:
Journal of the Institute of Actuaries Students" Society [JSS] (1987) 30: 67-96

The effects of solvency margins on UK life companies

THE EFFECTS OF SOLVENCY MARGINS ON U.K. LIFE COMPANIES A guide to life solvency margins, their effect and mitigation BY W. P. MAY AND K. J. NEWBURY (A paper presented to the Society on 4 March 1986) 1. INTRODUCTION 1.1 THE requirement for a United ... read more >>

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Author:
Taylor, G C
Source:
Journal of the Institute of Actuaries [JIA] (1987) 114: 371-392

Control of unfunded and partially funded systems of payments

The paper considers systems of payments which are not fully funded, i.e. partially funded or fully unfunded. Generally, the objective is to be able to establish a premium formula which is consistent with long term planning as to e.g. a target rate of ... read more >>

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Author:
Brumwell, J C H
Source:
Transactions of the Faculty of Actuaries [TFA] (1985-1987) 40: 425-438

Notes on the Financial Times-Actuaries Equity Share Indices in 1986

425 NOTES ON THE FINANCIAL TIMES–ACTUARIES EQUITY SHARE INDICES IN 1986 by J. C. H. BRUMWELL, MA., F.I.A. 1. CLASSIFICATION OF STOCK EXCHANGE SECURITIES BY INDUSTRY The original classifications were set out in the 1970 note in this series ... read more >>

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Source:
Journal of the Institute of Actuaries Students' Society [JSS] (1987) 30: 231-235

Reviews

REVIEWS A Ramble through the Actuarial Countryside: The Collected Papers, Essays and Speeches of Frank Mitchell Redington. Edited by GARY CHAMBERLIN. (Institute of Actuaries Students' Society, London, 1986.) The lifetime deliberations and ponderings of ... read more >>